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Hi Guys, I wanted to propose a question to the experienced coders here on the forum: What logic other than your core strategy logic (when to buy and sell, and the supporting trade logic) should a programmer include in their strategy in order to consider it robust for the real time data...

Anybody know of any firms or forums which rate and rank data services?

Here's one for free: Hire a local college professor. If no one is willing, try a senior undergrad student, cheaper, and possibly more motivated. As long as their thoughts are organized and they communicate well, anything .net should be a snap, and then c+ may be a bit slower, but possible.

Thanks for the tips, I already have a platform, but mostly just need a data vendor.

primarily Futures, SIFs, and ETFs. Also use some option data, but don't really need a feed on it.

Hi All, Could you share your experiences with various market data providers. I'm currently seeking a quality level II provider with a very consistent package. I trade from a computer near the exchange so I don't need it for execution, however some of my parameter sets are adjusted manually...

I spent a year searching out a proficient and well motivated team to work on quant development. After 7 months of limited success, I threw in the towel and just learned to code myself, and for this I'm a much happier and productive duck.

I've been using TOS for about 5 years and over 100K in commissions with them. I just dropped them for IB because their desktop is so slow that I would consider it non-functioning. I have the fastest internet fiber available in my city and can watch HD blueray of a server through managed IP but...

Really?

I just rack the scenario, say 1M in a retail fx account, wondering how fast you'll be able to execuite 10-30 lot trades. Thanks for the comments guys.

Quick question I want your opinion on. Where do you think the limitations for fast programs are bounded for the retail forex market. For instance, lets say that you have a program which has a take profit at X number of pips and an equal distance take loss at Y number of pips. Lets say the...

Thank you for the reference Steven. I'll try to put it together this afternoon.

Hi All, I've been coding for NinjaTrader in C# on the NinjaTrader platform as well as some other platforms for trading which use C#. What I want to do is be able to transfer my coding platform over to Visual Studio 2010 in order to take advantage of some of their functionality including...

Just a question here, but I thought part of the HFQ game was to 'get' comms through an order flow rather than pay comms to the broker? Maybe I'm supposing away from your model.

Are you running a latency model or just a short term model which trades with a higher frequency and you are trying to eliminate slip and entry delay?

Back to the original poster -> There is certinally less premium in the market today than there was even just a few years back. With the final move of nearly every option making market going off the floor premiums are very much reduced and so I there there is a sincere argument for going long...

Thanks Ray, I'll make sure I'm fully up-dated for 64bit and check this out.

could just be one guy making the tightest spread

I have an i7 970 chip and it uses all of cores, abit only about at 40-50% capacity. I think the biggest element of the NT software is that it appears to have a RAM memory limit in order to accomidate the greatest number of machines out there. I was never able to get the software to utilize...

probably a couple of rebate traders who neither want to pay to take liquidity is my guess.